Calcul of confidence intervals of estimate coefficient by a logistic regression with random effect
Laetitia ETIENNE <laetitia.etienne at ...> writes:
Hello,
I would like to know how can i calculate confidence intervals of coefficients estimate with a logistic regression with random effect (i use the lme4 package for my glmm) ?
Example:
y<-cbind(total-morts,morts)
library(lme4) modF<-glmer(y~sppNB+Fmyc+(1|Bloc),family=binomial(link="logit")) drop1(modF,test="Chisq")
[snip]
summary(modF)
Bloc (Intercept) 0.31936 0.56512 Number of obs: 15, groups: Bloc, 3
[snip]
I would like to know the confidence interval of the estimate coefficent of "Fmyc".
If you're using the current (1.0-4) version of lme4, then the answer is "?confint.merMod"; that gives you options of profile confidence intervals (default: possibly slow but fairly accurate); Wald intervals (fastest and least accurate); or parametric bootstrap intervals (slowest and most accurate). You can speed things up a bit by specifying the 'which' argument so that you only profile the parameters you actually care about, but you need to know the position in the complete parameter vector (including random effect parameters) -- this is something we should improve in the future. I think in this case it would be which(names(fixef(modF))=="Fmyc")+1 since there is one random effects parameter. By the way, I worry that your model is overparameterized -- 15 observations is very few to estimate 5 fixed effect parameters and 1 random effect parameter, and 3 levels is very few for estimating a random effect. Rules of thumb are >=5 levels for estimating a random effect, and 10-20 observations per parameter ...